Many modern people increase their risks of a variety of diseases attributable to overeating, a lack of exercise and excessive stress. Recently, interest in health has led to the development of different kinds of exercise machines which make it possible to exercise indoors. Running machines, stationary bicycles, rowing machines, various weight machines, etc. are representative examples of such indoor exercise machines. These exercise machines are classified into aerobic exercise machines and strength training machines according to the purpose of use. However, many conventional exercise machines have spatial restrictions, and it is not easy to transport and store them. Also, such an exercise machine is only used for a single purpose, that is, only one kind of exercise, so it is difficult for a user to maintain a steady interest in exercising. For instance, a running machine is configured such that a user faces a wall or mirror and only runs, thus eventually becoming bored. A stationary bicycle is used in such a way that a user also faces a wall or mirror and only pedals. As such, the user has to continuously repeat a simple motion to receive the beneficial effects afforded by exercise. This causes the user to lose interest in exercising, thus making it difficult for the user to exercise continuously. In an effort to overcome the above problems, there was proposed a system with an audio-visual apparatus in which a large screen is installed in front of a running machine or stationary bicycle so that the user can have a feeling as if he/she is actually running or riding a bicycle. However, this system is not configured such that the user is actually required to act in response to a given course. In other words, the audio-visual apparatus of the system can only display a curved course on the screen, and does not require the user to actually vary his/her motion to progress along the course. Therefore, in the case of the system provided only with the audio-visual apparatus, it is highly unlikely that a user will experience an increase in his/her interest in exercising, and thus will receive only limited effects of exercise.